[R] Determining Starting Values for Model Parameters in Nonlinear Regression
Ben Bolker
bbo|ker @end|ng |rom gm@||@com
Sun Aug 20 01:19:53 CEST 2023
Adding one more method:
glm(y~ x1 + x2 + x3 - 1, family = gaussian(link = "inverse"), data = mydata)
will fit the exact model (including the desired error structure).
The default GLM starting values usually work OK, but it is true that
inverse-links can sometimes be more finicky than more typical links.
On 2023-08-19 6:48 p.m., John Fox wrote:
> Dear John, John, and Paul,
>
> In this case, one can start values by just fitting
>
> > lm(1/y ~ x1 + x2 + x3 - 1, data=mydata)
>
> Call:
> lm(formula = 1/y ~ x1 + x2 + x3 - 1, data = mydata)
>
> Coefficients:
> x1 x2 x3
> 0.00629 0.00868 0.00803
>
> Of course, the errors enter this model differently, so this isn't the
> same as the nonlinear model, but the regression coefficients are very
> close to the estimates for the nonlinear model.
>
> Best,
> John
>
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